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From: Bob McElrath <bob_bitcoin@mcelrath.org>
To: bfd@cock.lu
Cc: bitcoin-dev@lists.linuxfoundation.org
Subject: Re: [bitcoin-dev] Committed bloom filters for improved wallet performance and SPV security
Date: Wed, 11 May 2016 20:06:48 +0000	[thread overview]
Message-ID: <20160511200648.GQ20063@mcelrath.org> (raw)
In-Reply-To: <71d822e413ac457a530e1c367811cc24@cock.lu>

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I like this idea, but let's run some numbers...

bfd--- via bitcoin-dev [bitcoin-dev@lists.linuxfoundation.org] wrote:
> A Bloom Filter Digest is deterministically created of every block

Bloom filters completely obfuscate the required size of the filter for a desired
false-positive rate.  But, an optimal filter is linear in the number of elements
it contains for fixed false-positive rate, and logarithmic in the false-positive
rate.  (This comment applies to a RLL encoded Bloom filter Greg mentioned, but
that's not the only way)  That is for N elements and false positive rate
\epsilon:

    filter size = - N \log_2 \epsilon

Given that the data that would be put into this particular filter is *already*
hashed, it makes more sense and is faster to use a Cuckoo[1] filter, choosing a
fixed false-positive rate, given expected wallet sizes.  For Bloom filters,
multiply the above formula by 1.44.

To prevent light clients from downloading more blocks than necessary, the
false-positive rate should be roughly less than 1/(block height).  If we take
the false positive rate to be 1e-6 for today's block height ~ 410000, this is
about 20 bits per element.  So for todays block's, this is a 30kb filter, for a
3% increase in block size, if blocks commit to the filter.  Thus the required
size of the filter commitment is roughly:

    filter size = N \log_2 H

where H is the block height.  If bitcoin had these filters from the beginning, a
light client today would have to download about 12MB of data in filters.  My
personal SPV wallet is using 31MB currently.  It's not clear this is a bandwidth
win, though it's definitely a win for computing load on full nodes.


[1] https://www.cs.cmu.edu/~dga/papers/cuckoo-conext2014.pdf

--
Cheers, Bob McElrath

"For every complex problem, there is a solution that is simple, neat, and wrong."
    -- H. L. Mencken 


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  parent reply	other threads:[~2016-05-11 20:17 UTC|newest]

Thread overview: 34+ messages / expand[flat|nested]  mbox.gz  Atom feed  top
2016-05-09  8:26 [bitcoin-dev] Committed bloom filters for improved wallet performance and SPV security bfd
2016-05-09  8:57 ` Gregory Maxwell
2016-05-11 20:06 ` Bob McElrath [this message]
2016-05-11 20:29   ` Bob McElrath
2016-07-28 21:07     ` Leo Wandersleb
2017-01-06 22:07       ` Erik Aronesty
2017-01-03 20:24     ` bfd
     [not found] ` <77b6dd25-0603-a0bd-6a9e-38098e5cb19d@jonasschnelli.ch>
2017-01-03 20:18   ` bfd
2017-01-03 22:18     ` Aaron Voisine
2017-01-03 22:28       ` bfd
2017-01-03 23:06       ` adiabat
2017-01-03 23:46         ` Aaron Voisine
2017-01-04  0:10           ` bfd
2017-01-04  0:36             ` Aaron Voisine
2017-01-04  6:06               ` Eric Voskuil
2017-01-04 16:13         ` Leo Wandersleb
2017-01-04  7:47       ` Jonas Schnelli
2017-01-04  8:56         ` Aaron Voisine
2017-01-04 10:13           ` Jorge Timón
2017-01-04 11:00             ` Adam Back
2017-01-06  2:15           ` bfd
2017-01-06  7:07             ` Aaron Voisine
2017-01-05  7:06         ` Chris Priest
2017-01-05  7:45           ` Eric Voskuil
2017-01-05 14:48             ` Christian Decker
2017-01-06 20:15             ` Chris Priest
2017-01-06 21:35               ` James MacWhyte
2017-01-06 21:50                 ` Eric Voskuil
2017-01-06  2:04           ` bfd
2017-03-15 22:36             ` Tom Harding
2017-03-16  0:25               ` bfd
2017-03-16 15:05                 ` Tom Harding
2017-02-17  0:28 ` Chris Belcher
2017-04-01 23:49   ` bfd

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